+50.9%
TTWO vs MTSI
+231.8%
-180.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.1% |
| 7D | -8.8% | +1.4% | -10.2% | -8.9% |
| 30D | -8.6% | +2.1% | -10.7% | -9.2% |
| 3M | -0.9% | -29.7% | +28.8% | +2.6% |
| 6M | -0.5% | +12.5% | -13.0% | -5.3% |
| YTD | -16.1% | +57.0% | -73.2% | -25.3% |
| 1Y | -10.8% | +103.9% | -114.7% | -25.5% |
| All | +50.9% | +231.8% | -180.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling